Title :
Selecting the best by comparing simulated systems in a group of three
Author :
Kim, Seong-Hee ; Dieker, A.B.
Author_Institution :
Georgia Inst. of Technol., Atlanta, GA, USA
Abstract :
We present a new fully sequential procedure for selecting the best among a finite number of simulated systems. While many fully sequential selection procedures make a decision based on pairwise comparison, the new procedure compares systems in a group of three and uses some properties of a bivariate Brownian motion process exiting a circle or an ellipse for its derivation.
Keywords :
Brownian motion; decision making; simulation; bivariate Brownian motion process; decision making; pairwise comparison; sequential selection procedures; simulated system comparison; Bayesian methods; Computational modeling; Context; Distributed databases; Gaussian distribution; Resource management;
Conference_Titel :
Simulation Conference (WSC), Proceedings of the 2011 Winter
Conference_Location :
Phoenix, AZ
Print_ISBN :
978-1-4577-2108-3
Electronic_ISBN :
0891-7736
DOI :
10.1109/WSC.2011.6148089
